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February, 1978 Processes that can be Embedded in Brownian Motion
Itrel Monroe
Ann. Probab. 6(1): 42-56 (February, 1978). DOI: 10.1214/aop/1176995609


A process is equivalent to a time change of Brownian motion if and only if it is a local semimartingale.


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Itrel Monroe. "Processes that can be Embedded in Brownian Motion." Ann. Probab. 6 (1) 42 - 56, February, 1978.


Published: February, 1978
First available in Project Euclid: 19 April 2007

zbMATH: 0392.60057
MathSciNet: MR455113
Digital Object Identifier: 10.1214/aop/1176995609

Primary: 60J65
Secondary: 60G45

Keywords: Brownian motion , embeddings , Martingales , time changes

Rights: Copyright © 1978 Institute of Mathematical Statistics

Vol.6 • No. 1 • February, 1978
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